| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
6,749.5 |
6,682.0 |
-67.5 |
-1.0% |
6,720.0 |
| High |
6,750.0 |
6,682.0 |
-68.0 |
-1.0% |
6,800.0 |
| Low |
6,700.0 |
6,592.5 |
-107.5 |
-1.6% |
6,655.5 |
| Close |
6,720.5 |
6,626.5 |
-94.0 |
-1.4% |
6,720.5 |
| Range |
50.0 |
89.5 |
39.5 |
79.0% |
144.5 |
| ATR |
59.9 |
64.8 |
4.9 |
8.1% |
0.0 |
| Volume |
1,032 |
1,987 |
955 |
92.5% |
3,964 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,902.0 |
6,854.0 |
6,675.5 |
|
| R3 |
6,812.5 |
6,764.5 |
6,651.0 |
|
| R2 |
6,723.0 |
6,723.0 |
6,643.0 |
|
| R1 |
6,675.0 |
6,675.0 |
6,634.5 |
6,654.0 |
| PP |
6,633.5 |
6,633.5 |
6,633.5 |
6,623.5 |
| S1 |
6,585.5 |
6,585.5 |
6,618.5 |
6,565.0 |
| S2 |
6,544.0 |
6,544.0 |
6,610.0 |
|
| S3 |
6,454.5 |
6,496.0 |
6,602.0 |
|
| S4 |
6,365.0 |
6,406.5 |
6,577.5 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,159.0 |
7,084.0 |
6,800.0 |
|
| R3 |
7,014.5 |
6,939.5 |
6,760.0 |
|
| R2 |
6,870.0 |
6,870.0 |
6,747.0 |
|
| R1 |
6,795.0 |
6,795.0 |
6,733.5 |
6,832.5 |
| PP |
6,725.5 |
6,725.5 |
6,725.5 |
6,744.0 |
| S1 |
6,650.5 |
6,650.5 |
6,707.5 |
6,688.0 |
| S2 |
6,581.0 |
6,581.0 |
6,694.0 |
|
| S3 |
6,436.5 |
6,506.0 |
6,681.0 |
|
| S4 |
6,292.0 |
6,361.5 |
6,641.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,772.0 |
6,592.5 |
179.5 |
2.7% |
67.0 |
1.0% |
19% |
False |
True |
1,127 |
| 10 |
6,800.0 |
6,592.5 |
207.5 |
3.1% |
66.0 |
1.0% |
16% |
False |
True |
677 |
| 20 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
54.5 |
0.8% |
65% |
False |
False |
425 |
| 40 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
46.5 |
0.7% |
65% |
False |
False |
230 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
32.5 |
0.5% |
65% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,062.5 |
|
2.618 |
6,916.5 |
|
1.618 |
6,827.0 |
|
1.000 |
6,771.5 |
|
0.618 |
6,737.5 |
|
HIGH |
6,682.0 |
|
0.618 |
6,648.0 |
|
0.500 |
6,637.0 |
|
0.382 |
6,626.5 |
|
LOW |
6,592.5 |
|
0.618 |
6,537.0 |
|
1.000 |
6,503.0 |
|
1.618 |
6,447.5 |
|
2.618 |
6,358.0 |
|
4.250 |
6,212.0 |
|
|